FACTORY MUTUAL INSURANCE CO Diversified Active

CIK: 0000887818 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 4, 2014

Total Value ($000): $6,799,654 (100.0% shares, 0.0% debt)

Holdings (165)

AAPL APPLE INC 3.1%
Value ($000) $212,066 Shares 378,000 Est. Cost $13.16 Unrealized +24.4%
XOM EXXON MOBIL CORP 2.8%
Value ($000) $187,572 Shares 1,853,479 Est. Cost $53.69 Unrealized +4.2%
CVX CHEVRON CORP NEW 2.6%
Value ($000) $178,496 Shares 1,429,000 Est. Cost $71.30 Unrealized +1.7%
JPM JPMORGAN CHASE & CO 2.5%
Value ($000) $169,028 Shares 2,890,350 Est. Cost $36.24 Unrealized +9.4%
GOOGLE INC 1.9%
Value ($000) $131,571 Shares 117,400 Est. Cost $880.37 Unrealized
JNJ JOHNSON & JOHNSON 1.9%
Value ($000) $129,334 Shares 1,412,100 Est. Cost $59.66 Unrealized +10.2%
PG PROCTER & GAMBLE CO 1.8%
Value ($000) $121,518 Shares 1,492,662 Est. Cost $55.00 Unrealized +5.5%
VGK VANGUARD INTL EQUITY INDEX F 1.7%
Value ($000) $116,718 Shares 1,985,000 Est. Cost $48.13 Unrealized
SLB SCHLUMBERGER LTD 1.6%
Value ($000) $106,600 Shares 1,183,000 Est. Cost $53.00 Unrealized +22.7%
GENERAL ELECTRIC CO 1.5%
Value ($000) $102,779 Shares 3,666,750 Est. Cost $23.19 Unrealized
WFC WELLS FARGO & CO NEW 1.5%
Value ($000) $102,765 Shares 2,263,555 Est. Cost $27.36 Unrealized +12.4%
PFE PFIZER INC 1.4%
Value ($000) $98,347 Shares 3,210,797 Est. Cost $16.46 Unrealized +7.1%
QCOM QUALCOMM INC 1.4%
Value ($000) $95,783 Shares 1,290,000 Est. Cost $45.06 Unrealized +11.8%
CVS CVS CAREMARK CORPORATION 1.4%
Value ($000) $94,007 Shares 1,313,500 Est. Cost $41.44 Unrealized +11.8%
PM PHILIP MORRIS INTL INC 1.4%
Value ($000) $93,456 Shares 1,072,600 Est. Cost $49.81 Unrealized -4.0%
C CITIGROUP INC 1.3%
Value ($000) $91,587 Shares 1,757,569 Est. Cost $35.81 Unrealized +5.2%
VPL VANGUARD INTL EQUITY INDEX F 1.3%
Value ($000) $91,337 Shares 1,490,000 Est. Cost $56.86 Unrealized
AMZN AMAZON COM INC 1.3%
Value ($000) $90,525 Shares 227,000 Est. Cost $13.32 Unrealized +35.0%
KO COCA COLA CO 1.2%
Value ($000) $84,165 Shares 2,037,400 Est. Cost $27.84 Unrealized -3.2%
IBM INTERNATIONAL BUSINESS MACHS 1.2%
Value ($000) $83,431 Shares 444,800 Est. Cost $118.94 Unrealized -10.5%
EWG ISHARES 1.2%
Value ($000) $80,988 Shares 2,550,000 Est. Cost $24.85 Unrealized
USB US BANCORP DEL 1.2%
Value ($000) $80,800 Shares 2,000,000 Est. Cost $22.48 Unrealized +12.9%
DIS DISNEY WALT CO 1.2%
Value ($000) $79,418 Shares 1,039,500 Est. Cost $56.11 Unrealized +9.9%
MSFT MICROSOFT CORP 1.1%
Value ($000) $77,192 Shares 2,063,400 Est. Cost $26.70 Unrealized +12.4%
CSCO CISCO SYS INC 1.1%
Value ($000) $71,785 Shares 3,200,400 Est. Cost $15.26 Unrealized -0.4%
BLACKSTONE GROUP L P 1.1%
Value ($000) $71,735 Shares 2,277,300 Est. Cost $21.17 Unrealized
MONSANTO CO NEW 1.0%
Value ($000) $70,000 Shares 600,600 Est. Cost $101.17 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 1.0%
Value ($000) $69,358 Shares 585,000 Est. Cost $111.27 Unrealized +3.9%
CAT CATERPILLAR INC DEL 1.0%
Value ($000) $68,652 Shares 756,000 Est. Cost $61.56 Unrealized +1.8%
CMCSA COMCAST CORP NEW 1.0%
Value ($000) $67,814 Shares 1,305,000 Est. Cost $15.77 Unrealized +16.6%
PEP PEPSICO INC 1.0%
Value ($000) $67,812 Shares 817,600 Est. Cost $56.00 Unrealized +3.1%
VWO VANGUARD INTL EQUITY INDEX F 1.0%
Value ($000) $66,445 Shares 1,615,100 Est. Cost $38.80 Unrealized
FDX FEDEX CORP 0.9%
Value ($000) $63,978 Shares 445,000 Est. Cost $81.95 Unrealized +36.8%
E M C CORP MASS 0.9%
Value ($000) $62,123 Shares 2,470,100 Est. Cost $23.62 Unrealized
M MACYS INC 0.9%
Value ($000) $61,410 Shares 1,150,000 Est. Cost $46.52 Unrealized +4.2%
T AT&T INC 0.9%
Value ($000) $60,087 Shares 1,708,966 Est. Cost $11.40 Unrealized -2.0%
HON HONEYWELL INTL INC 0.9%
Value ($000) $59,847 Shares 655,000 Est. Cost $53.54 Unrealized +13.6%
GS GOLDMAN SACHS GROUP INC 0.9%
Value ($000) $59,825 Shares 337,500 Est. Cost $120.06 Unrealized +8.8%
EWA ISHARES 0.9%
Value ($000) $59,097 Shares 2,425,000 Est. Cost $22.58 Unrealized
ORCL ORACLE CORP 0.9%
Value ($000) $57,953 Shares 1,514,720 Est. Cost $27.58 Unrealized +4.4%
ETN EATON CORP PLC 0.9%
Value ($000) $57,916 Shares 760,847 Est. Cost $46.59 Unrealized +14.3%
MRK MERCK & CO INC NEW 0.9%
Value ($000) $57,915 Shares 1,157,143 Est. Cost $30.02 Unrealized +4.2%
AMT AMERICAN TOWER CORP NEW 0.9%
Value ($000) $57,862 Shares 724,900 Est. Cost $59.40 Unrealized -1.5%
WYNDHAM WORLDWIDE CORP 0.8%
Value ($000) $57,670 Shares 782,600 Est. Cost $57.68 Unrealized
PRAXAIR INC 0.8%
Value ($000) $56,706 Shares 436,100 Est. Cost $115.16 Unrealized
BROADCOM CORP 0.8%
Value ($000) $56,435 Shares 1,903,700 Est. Cost $32.90 Unrealized
EXPRESS SCRIPTS HLDG CO 0.8%
Value ($000) $54,920 Shares 781,888 Est. Cost $62.07 Unrealized
NSC NORFOLK SOUTHERN CORP 0.8%
Value ($000) $54,844 Shares 590,800 Est. Cost $57.67 Unrealized +13.9%
UNITED TECHNOLOGIES CORP 0.7%
Value ($000) $49,662 Shares 436,400 Est. Cost $94.14 Unrealized
XLF SELECT SECTOR SPDR TR 0.7%
Value ($000) $49,010 Shares 2,242,000 Est. Cost $19.45 Unrealized
NATIONAL OILWELL VARCO INC 0.7%
Value ($000) $48,234 Shares 606,493 Est. Cost $69.81 Unrealized
HD HOME DEPOT INC 0.7%
Value ($000) $46,934 Shares 570,000 Est. Cost $56.50 Unrealized +3.9%
BAC BANK OF AMERICA CORPORATION 0.7%
Value ($000) $46,887 Shares 3,011,349 Est. Cost $10.03 Unrealized +16.5%
VFC V F CORP 0.7%
Value ($000) $46,630 Shares 748,000 Est. Cost $49.58 Unrealized +5.1%
VZ VERIZON COMMUNICATIONS INC 0.7%
Value ($000) $46,003 Shares 936,166 Est. Cost $26.94 Unrealized -1.2%
VPU VANGUARD WORLD FDS 0.7%
Value ($000) $45,752 Shares 549,400 Est. Cost $82.19 Unrealized
WMT WAL-MART STORES INC 0.7%
Value ($000) $45,270 Shares 575,292 Est. Cost $19.98 Unrealized +1.8%
TE CONNECTIVITY LTD 0.7%
Value ($000) $45,136 Shares 819,019 Est. Cost $45.54 Unrealized
F FORD MTR CO DEL 0.7%
Value ($000) $45,040 Shares 2,919,000 Est. Cost $7.63 Unrealized +18.0%
MCD MCDONALDS CORP 0.6%
Value ($000) $43,625 Shares 449,600 Est. Cost $71.80 Unrealized -2.5%
GILD GILEAD SCIENCES INC 0.6%
Value ($000) $42,777 Shares 569,600 Est. Cost $36.21 Unrealized +33.6%
LEN LENNAR CORP 0.6%
Value ($000) $42,725 Shares 1,080,000 Est. Cost $32.73 Unrealized -7.0%
MO ALTRIA GROUP INC 0.6%
Value ($000) $42,448 Shares 1,105,700 Est. Cost $16.28 Unrealized +5.3%
SPG SIMON PPTY GROUP INC NEW 0.6%
Value ($000) $41,106 Shares 270,150 Est. Cost $87.73 Unrealized -7.7%
DU PONT E I DE NEMOURS & CO 0.6%
Value ($000) $40,931 Shares 630,000 Est. Cost $52.50 Unrealized
KRE SPDR SERIES TRUST 0.6%
Value ($000) $40,204 Shares 990,000 Est. Cost $33.88 Unrealized
TMO THERMO FISHER SCIENTIFIC INC 0.6%
Value ($000) $39,997 Shares 359,200 Est. Cost $79.76 Unrealized +19.9%
VSS VANGUARD INTL EQUITY INDEX F 0.6%
Value ($000) $39,117 Shares 380,000 Est. Cost $91.03 Unrealized
ZBH ZIMMER HLDGS INC 0.6%
Value ($000) $38,814 Shares 416,504 Est. Cost $67.30 Unrealized +16.3%
FCX FREEPORT-MCMORAN COPPER & GO 0.5%
Value ($000) $37,189 Shares 985,400 Est. Cost $24.45 Unrealized +23.0%
PNC PNC FINL SVCS GROUP INC 0.5%
Value ($000) $36,463 Shares 470,000 Est. Cost $47.34 Unrealized +9.6%
ABBV ABBVIE INC 0.5%
Value ($000) $36,280 Shares 687,000 Est. Cost $26.55 Unrealized +14.5%
OMC OMNICOM GROUP INC 0.5%
Value ($000) $35,958 Shares 483,500 Est. Cost $40.92 Unrealized +12.9%
MCK MCKESSON CORP 0.5%
Value ($000) $35,831 Shares 222,000 Est. Cost $101.46 Unrealized +38.5%
CELGENE CORP 0.5%
Value ($000) $34,976 Shares 207,000 Est. Cost $116.98 Unrealized
V VISA INC 0.5%
Value ($000) $34,515 Shares 155,000 Est. Cost $41.59 Unrealized +11.3%
CAMERON INTERNATIONAL CORP 0.5%
Value ($000) $34,396 Shares 577,800 Est. Cost $60.39 Unrealized
CROWN CASTLE INTL CORP 0.5%
Value ($000) $33,272 Shares 453,117 Est. Cost $72.47 Unrealized
TRV TRAVELERS COMPANIES INC 0.5%
Value ($000) $32,502 Shares 358,982 Est. Cost $63.44 Unrealized +5.3%
NKE NIKE INC 0.5%
Value ($000) $32,463 Shares 412,800 Est. Cost $26.53 Unrealized +23.9%
RIG TRANSOCEAN LTD 0.5%
Value ($000) $31,728 Shares 642,000 Est. Cost $50.48 Unrealized -3.1%
DISCOVERY COMMUNICATNS NEW 0.5%
Value ($000) $31,647 Shares 350,000 Est. Cost $77.60 Unrealized
PHM PULTE GROUP INC 0.5%
Value ($000) $31,166 Shares 1,530,000 Est. Cost $16.54 Unrealized -8.0%
CDNS CADENCE DESIGN SYSTEM INC 0.5%
Value ($000) $30,814 Shares 2,197,850 Est. Cost $14.05 Unrealized -4.5%
EMR EMERSON ELEC CO 0.5%
Value ($000) $30,739 Shares 438,000 Est. Cost $40.02 Unrealized +20.4%
ACN ACCENTURE PLC IRELAND 0.4%
Value ($000) $30,241 Shares 367,800 Est. Cost $63.46 Unrealized -3.0%
ZTS ZOETIS INC 0.4%
Value ($000) $29,845 Shares 912,962 Est. Cost $29.04 Unrealized -0.2%
MDLZ MONDELEZ INTL INC 0.4%
Value ($000) $29,483 Shares 835,200 Est. Cost $23.16 Unrealized +10.2%
BAKER HUGHES INC 0.4%
Value ($000) $28,474 Shares 515,270 Est. Cost $47.55 Unrealized
ABT ABBOTT LABS 0.4%
Value ($000) $28,058 Shares 732,000 Est. Cost $28.85 Unrealized +1.3%
ITW ILLINOIS TOOL WKS INC 0.4%
Value ($000) $27,578 Shares 328,000 Est. Cost $49.85 Unrealized +19.3%
INTC INTEL CORP 0.4%
Value ($000) $27,512 Shares 1,060,000 Est. Cost $17.18 Unrealized +4.4%
BA BOEING CO 0.4%
Value ($000) $26,889 Shares 197,000 Est. Cost $80.37 Unrealized +38.0%
VLO VALERO ENERGY CORP NEW 0.4%
Value ($000) $26,712 Shares 530,000 Est. Cost $24.01 Unrealized +11.8%
AETNA INC NEW 0.4%
Value ($000) $26,592 Shares 387,700 Est. Cost $63.54 Unrealized
UNH UNITEDHEALTH GROUP INC 0.4%
Value ($000) $26,219 Shares 348,200 Est. Cost $50.75 Unrealized +16.4%
FLEX FLEXTRONICS INTL LTD 0.4%
Value ($000) $25,699 Shares 3,307,500 Est. Cost $5.43 Unrealized +11.9%
EBAY EBAY INC 0.4%
Value ($000) $25,622 Shares 467,000 Est. Cost $19.70 Unrealized 0.0%
MA MASTERCARD INC 0.4%
Value ($000) $25,482 Shares 30,500 Est. Cost $51.54 Unrealized +34.0%
DE DEERE & CO 0.4%
Value ($000) $25,289 Shares 276,900 Est. Cost $68.04 Unrealized -0.9%
A AGILENT TECHNOLOGIES INC 0.4%
Value ($000) $24,878 Shares 435,000 Est. Cost $27.97 Unrealized +22.9%
BAX BAXTER INTL INC 0.3%
Value ($000) $23,647 Shares 340,000 Est. Cost $30.42 Unrealized -3.9%
TIME WARNER CABLE INC 0.3%
Value ($000) $23,606 Shares 174,216 Est. Cost $112.48 Unrealized
LOW LOWES COS INC 0.3%
Value ($000) $22,852 Shares 461,200 Est. Cost $32.16 Unrealized +21.7%
EEM ISHARES 0.3%
Value ($000) $22,569 Shares 540,000 Est. Cost $38.50 Unrealized
ADI ANALOG DEVICES INC 0.3%
Value ($000) $22,413 Shares 440,082 Est. Cost $34.29 Unrealized +9.8%
TGT TARGET CORP 0.3%
Value ($000) $22,398 Shares 354,000 Est. Cost $47.95 Unrealized -7.0%
ISRG INTUITIVE SURGICAL INC 0.3%
Value ($000) $21,524 Shares 56,040 Est. Cost $54.42 Unrealized -22.7%
BMY BRISTOL MYERS SQUIBB CO 0.3%
Value ($000) $21,296 Shares 400,677 Est. Cost $32.15 Unrealized +6.3%
MU MICRON TECHNOLOGY INC 0.3%
Value ($000) $20,663 Shares 950,000 Est. Cost $14.15 Unrealized +34.1%
WEATHERFORD INTERNATIONAL LT 0.3%
Value ($000) $20,112 Shares 1,298,400 Est. Cost $13.70 Unrealized
NOC NORTHROP GRUMMAN CORP 0.3%
Value ($000) $19,759 Shares 172,400 Est. Cost $62.64 Unrealized +39.4%
KIE SPDR SERIES TRUST 0.3%
Value ($000) $19,306 Shares 306,000 Est. Cost $53.98 Unrealized
HEALTH CARE REIT INC 0.3%
Value ($000) $19,017 Shares 355,000 Est. Cost $66.51 Unrealized
SPIRIT AEROSYSTEMS HLDGS INC 0.3%
Value ($000) $17,667 Shares 518,400 Est. Cost $21.48 Unrealized
ECL ECOLAB INC 0.3%
Value ($000) $17,163 Shares 164,600 Est. Cost $73.48 Unrealized +23.8%
CITRIX SYS INC 0.2%
Value ($000) $16,319 Shares 258,000 Est. Cost $65.68 Unrealized
OIS OIL STS INTL INC 0.2%
Value ($000) $16,275 Shares 160,000 Est. Cost $51.03 Unrealized +17.5%
ULTRA PETROLEUM CORP 0.2%
Value ($000) $15,696 Shares 725,000 Est. Cost $19.82 Unrealized
CL COLGATE PALMOLIVE CO 0.2%
Value ($000) $15,220 Shares 233,400 Est. Cost $44.38 Unrealized +9.1%
SBUX STARBUCKS CORP 0.2%
Value ($000) $13,953 Shares 178,000 Est. Cost $24.37 Unrealized +28.1%
CIGNA CORPORATION 0.2%
Value ($000) $13,559 Shares 155,000 Est. Cost $72.49 Unrealized
KRAFT FOODS GROUP INC 0.2%
Value ($000) $12,777 Shares 236,999 Est. Cost $55.87 Unrealized
MEDTRONIC INC 0.2%
Value ($000) $12,685 Shares 221,040 Est. Cost $51.47 Unrealized
BIIB BIOGEN IDEC INC 0.2%
Value ($000) $12,581 Shares 45,000 Est. Cost $258.65 Unrealized 0.0%
LLY LILLY ELI & CO 0.2%
Value ($000) $12,240 Shares 240,000 Est. Cost $41.93 Unrealized -5.6%
AMGN AMGEN INC 0.2%
Value ($000) $11,978 Shares 105,000 Est. Cost $78.55 Unrealized +3.2%
SOUTHWESTERN ENERGY CO 0.2%
Value ($000) $11,897 Shares 302,500 Est. Cost $36.53 Unrealized
RAYTHEON CO 0.2%
Value ($000) $11,791 Shares 130,000 Est. Cost $66.12 Unrealized
TEVA TEVA PHARMACEUTICAL INDS LTD 0.2%
Value ($000) $11,222 Shares 280,000 Est. Cost $39.20 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 0.2%
Value ($000) $11,214 Shares 350,000 Est. Cost $21.73 Unrealized -1.1%
D DOMINION RES INC VA NEW 0.2%
Value ($000) $10,350 Shares 160,000 Est. Cost $34.53 Unrealized +12.1%
CST BRANDS INC 0.1%
Value ($000) $9,955 Shares 271,111 Est. Cost $30.51 Unrealized
PCAR PACCAR INC 0.1%
Value ($000) $9,763 Shares 165,000 Est. Cost $21.67 Unrealized +10.8%
XBI SPDR SERIES TRUST 0.1%
Value ($000) $9,544 Shares 73,300 Est. Cost $104.26 Unrealized
ACWX ISHARES 0.1%
Value ($000) $9,334 Shares 200,000 Est. Cost $40.71 Unrealized
SIRONA DENTAL SYSTEMS INC 0.1%
Value ($000) $9,175 Shares 130,700 Est. Cost $65.88 Unrealized
EWZ ISHARES 0.1%
Value ($000) $8,489 Shares 190,000 Est. Cost $43.86 Unrealized
STKL SUNOPTA INC 0.1%
Value ($000) $8,440 Shares 843,200 Est. Cost $7.49 Unrealized +28.7%
TIFFANY & CO NEW 0.1%
Value ($000) $8,350 Shares 90,000 Est. Cost $72.84 Unrealized
CCL CARNIVAL CORP 0.1%
Value ($000) $8,235 Shares 205,000 Est. Cost $27.66 Unrealized +5.8%
TXT TEXTRON INC 0.1%
Value ($000) $7,749 Shares 210,800 Est. Cost $26.70 Unrealized +12.9%
ALTERA CORP 0.1%
Value ($000) $7,549 Shares 232,210 Est. Cost $32.99 Unrealized
HEWLETT PACKARD CO 0.1%
Value ($000) $6,742 Shares 240,945 Est. Cost $24.80 Unrealized
IDXX IDEXX LABS INC 0.1%
Value ($000) $6,545 Shares 61,527 Est. Cost $43.69 Unrealized +20.5%
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value ($000) $6,383 Shares 79,000 Est. Cost $45.09 Unrealized +14.1%
DHR DANAHER CORP DEL 0.1%
Value ($000) $5,867 Shares 76,000 Est. Cost $25.01 Unrealized +18.8%
MMM 3M CO 0.1%
Value ($000) $5,806 Shares 41,400 Est. Cost $61.26 Unrealized +18.6%
FLR FLUOR CORP NEW 0.1%
Value ($000) $5,620 Shares 70,000 Est. Cost $67.64 Unrealized 0.0%
TXN TEXAS INSTRS INC 0.1%
Value ($000) $5,269 Shares 120,000 Est. Cost $25.31 Unrealized +18.8%
ISHARES 0.1%
Value ($000) $5,220 Shares 250,000 Est. Cost $19.62 Unrealized
MS MORGAN STANLEY 0.1%
Value ($000) $5,018 Shares 160,000 Est. Cost $17.33 Unrealized +25.8%
EIX EDISON INTL 0.1%
Value ($000) $4,630 Shares 100,000 Est. Cost $29.82 Unrealized 0.0%
INTERNATIONAL GAME TECHNOLOG 0.1%
Value ($000) $4,580 Shares 252,200 Est. Cost $16.71 Unrealized
RSG REPUBLIC SVCS INC 0.1%
Value ($000) $4,343 Shares 130,825 Est. Cost $26.37 Unrealized +1.8%
PBR PETROLEO BRASILEIRO SA PETRO 0.0%
Value ($000) $3,056 Shares 221,800 Est. Cost $13.41 Unrealized
VEU VANGUARD INTL EQUITY INDEX F 0.0%
Value ($000) $3,044 Shares 60,000 Est. Cost $44.22 Unrealized
SILVER BAY RLTY TR CORP 0.0%
Value ($000) $2,981 Shares 186,400 Est. Cost $16.56 Unrealized
NABORS INDUSTRIES LTD 0.0%
Value ($000) $2,888 Shares 170,000 Est. Cost $15.31 Unrealized
MARKET VECTORS ETF TR 0.0%
Value ($000) $2,656 Shares 30,000 Est. Cost $68.51 Unrealized
JXI ISHARES 0.0%
Value ($000) $2,209 Shares 50,000 Est. Cost $42.04 Unrealized
FXI ISHARES 0.0%
Value ($000) $1,918 Shares 50,000 Est. Cost $32.52 Unrealized
GXC SPDR INDEX SHS FDS 0.0%
Value ($000) $1,247 Shares 16,000 Est. Cost $64.13 Unrealized
NUE NUCOR CORP 0.0%
Value ($000) $801 Shares 15,000 Est. Cost $32.41 Unrealized +18.2%
DELCATH SYS INC 0.0%
Value ($000) $13 Shares 50,000 Est. Cost $0.38 Unrealized